NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 14-Jul-2011

Day Change Summary
	Previous	Current
	13-Jul-2011	14-Jul-2011	Change	Change %	Previous Week
Open	4.320	4.375	0.055	1.3%	4.313
High	4.418	4.409	-0.009	-0.2%	4.411
Low	4.313	4.252	-0.061	-1.4%	4.064
Close	4.403	4.378	-0.025	-0.6%	4.205
Range	0.105	0.157	0.052	49.5%	0.347
ATR	0.136	0.138	0.001	1.1%	0.000
Volume	102,670	135,674	33,004	32.1%	390,192

Daily Pivots for day following 14-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.817	4.755	4.464
R3	4.660	4.598	4.421
R2	4.503	4.503	4.407
R1	4.441	4.441	4.392	4.472
PP	4.346	4.346	4.346	4.362
S1	4.284	4.284	4.364	4.315
S2	4.189	4.189	4.349
S3	4.032	4.127	4.335
S4	3.875	3.970	4.292

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.268	5.083	4.396
R3	4.921	4.736	4.300
R2	4.574	4.574	4.269
R1	4.389	4.389	4.237	4.308
PP	4.227	4.227	4.227	4.186
S1	4.042	4.042	4.173	3.961
S2	3.880	3.880	4.141
S3	3.533	3.695	4.110
S4	3.186	3.348	4.014

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.418	4.121	0.297	6.8%	0.129	3.0%	87%	False	False	101,583
10	4.422	4.064	0.358	8.2%	0.144	3.3%	88%	False	False	101,747
20	4.628	4.064	0.564	12.9%	0.135	3.1%	56%	False	False	81,873
40	5.000	4.064	0.936	21.4%	0.139	3.2%	34%	False	False	61,050
60	5.000	4.064	0.936	21.4%	0.136	3.1%	34%	False	False	48,210
80	5.000	4.064	0.936	21.4%	0.134	3.1%	34%	False	False	40,242
100	5.000	3.994	1.006	23.0%	0.132	3.0%	38%	False	False	33,783
120	5.000	3.994	1.006	23.0%	0.127	2.9%	38%	False	False	29,053

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.040
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.076
2.618	4.820
1.618	4.663
1.000	4.566
0.618	4.506
HIGH	4.409
0.618	4.349
0.500	4.331
0.382	4.312
LOW	4.252
0.618	4.155
1.000	4.095
1.618	3.998
2.618	3.841
4.250	3.585

Fisher Pivots for day following 14-Jul-2011
Pivot	1 day	3 day
R1	4.362	4.359
PP	4.346	4.340
S1	4.331	4.321

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These figures are updated between 7pm and 10pm EST after a trading day.

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